NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	40.81	41.23	0.42	1.0%	44.83
High	42.30	41.77	-0.53	-1.3%	44.83
Low	40.73	40.17	-0.56	-1.4%	40.78
Close	41.72	40.36	-1.36	-3.3%	41.15
Range	1.57	1.60	0.03	1.9%	4.05
ATR	1.52	1.53	0.01	0.4%	0.00
Volume	43,277	48,849	5,572	12.9%	278,992

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	45.57	44.56	41.24
R3	43.97	42.96	40.80
R2	42.37	42.37	40.65
R1	41.36	41.36	40.51	41.07
PP	40.77	40.77	40.77	40.62
S1	39.76	39.76	40.21	39.47
S2	39.17	39.17	40.07
S3	37.57	38.16	39.92
S4	35.97	36.56	39.48

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.40	51.83	43.38
R3	50.35	47.78	42.26
R2	46.30	46.30	41.89
R1	43.73	43.73	41.52	42.99
PP	42.25	42.25	42.25	41.89
S1	39.68	39.68	40.78	38.94
S2	38.20	38.20	40.41
S3	34.15	35.63	40.04
S4	30.10	31.58	38.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.73	39.73	3.00	7.4%	1.44	3.6%	21%	False	False	48,976
10	46.54	39.73	6.81	16.9%	1.61	4.0%	9%	False	False	49,251
20	48.02	39.73	8.29	20.5%	1.48	3.7%	8%	False	False	37,347
40	52.04	39.73	12.31	30.5%	1.46	3.6%	5%	False	False	32,416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.57
2.618	45.96
1.618	44.36
1.000	43.37
0.618	42.76
HIGH	41.77
0.618	41.16
0.500	40.97
0.382	40.78
LOW	40.17
0.618	39.18
1.000	38.57
1.618	37.58
2.618	35.98
4.250	33.37

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	40.97	41.02
PP	40.77	40.80
S1	40.56	40.58

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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